Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models"
written by Tommaso Pellegrino,
published by Journal of Mathematical Finance, Vol.9 No.3, 2019

has been cited by the following article(s):

[1]	Multi-asset option pricing using normal tempered stable processes with stochastic correlation
	The Journal of Derivatives, 2022

[2]	Capturing Implied Correlation Skew from Options Prices via Multiscale Stochastic Volatility Models
	2019

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[1]	Multi-Asset Option Pricing Using Normal Tempered Stable Processes with Stochastic Correlation SSRN Electronic Journal , 2021 DOI:10.2139/ssrn.3927399

[2]	Capturing implied correlation skew from options prices via multiscale stochastic volatility models International Journal of Financial Engineering, 2020 DOI:10.1142/S2424786320500425